Dow Jones AIG Commodity Index

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Dow Jones AIG Commodity Index

A futures commodity index listing 19 different commodities in the United States. It is designed to be a diversified and liquid index tracking the performance of physical commodities in the United States. It weights the commodities listed according to liquidity and dollar-adjusted production data. However, unlike other commodity indices, the DJ-AIGCI sets limits on its weighting so as to maintain its own diversification. It is a rolling index, which means that futures near their delivery dates must be sold so as to avoid delivery of the underlying.
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The DJ-AIGCI is one of the most utilised indexes and is a strategic fit with our existing commodity index, the UBS Bloomberg Constant Maturity Commodity Index.